Ausgabe 2/2015
Inhalt (5 Artikel)
Analytical Solutions for Expected Loss and Standard Deviation of Loss with an Additional Loan
Satoshi Yamashita, Toshinao Yoshiba
Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment
Robert J. Elliott, Tak Kuen Siu
Dynamic Investment Strategy with Factor Models Under Regime Switches
Takahiro Komatsu, Naoki Makimoto